+7,608.4%
EOG vs VFC
+845.1%
+6,763.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.6% |
| 30D | +8.2% | -11.6% | +19.8% | +11.2% |
| 3M | +3.8% | -18.1% | +21.9% | +7.2% |
| 6M | +15.3% | -27.4% | +42.7% | +21.2% |
| YTD | +41.7% | -24.8% | +66.5% | +46.9% |
| 1Y | +23.6% | -8.2% | +31.8% | +20.2% |
| 3Y | +23.3% | -29.1% | +52.4% | +13.0% |
| 5Y | +170.4% | -79.2% | +249.6% | +245.9% |
| 10Y | +125.5% | -68.1% | +193.6% | +152.7% |
| All | +7,608.4% | +845.1% | +6,763.3% | +5,749.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling